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It depends on the XML format you have and your programming skill set, if you know XSLT and XSL-FO or are willing to learn them then you can use software like Saxon 9 and Apache FOP to transform any XML with Saxon to XSL-FO and then that intermediary format with Apache FOP to PDF. For some XML formats like DocBook or DITA there are existing XSLT stylesheets that do the job or can be adapted for a custom job.